+473.2%
VLO vs AGI
+243.7%
+229.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +9.6% | -10.1% | +19.8% | +10.0% |
| 30D | -17.4% | -6.5% | -10.9% | -17.2% |
| 3M | +10.8% | -12.8% | +23.6% | +11.2% |
| 6M | +56.9% | -34.3% | +91.3% | +60.3% |
| YTD | +136.8% | -25.6% | +162.4% | +136.6% |
| 1Y | +120.7% | -14.2% | +134.9% | +117.2% |
| 3Y | +231.9% | +127.3% | +104.6% | +178.1% |
| All | +473.2% | +243.7% | +229.5% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling